Environment
Interactive—type matrix expressions and see results
Development—full development environment for developing programs and commands
Automatically compiled code
General features and matrix operators
Matrices with more than 2 billion rows and columns in Stata/MP
Matrices with up to 2 billion rows and columns in Stata/SE and Stata/IC
Support for real and complex values
Joining by rows or columns
Addition, subtraction, multiplication, and scalar division
Elementwise arithmetic
Transposition and reshaping
Kronecker and Hadamard products
Inner and outer products
Optimizer
Code the function, function and gradient, or function, gradient, and
Newton–Raphson, BFGS, DFP, BHHH, Nelder–Mead, and Gauss–Newton techniques
Versions for general problems and statistical problems like maximum likelihood
Covariance matrix based on Hessian, outer product of gradients, or robust/sandwich
Mathematical and matrix functions
LAPACK numerical analysis routines
Hundreds of mathematical, string, and matrix utility functions
Unicode-aware string functions
Locale-based sorting and string comparison
Symmetric, nonsymmetric, and generalized inverses
Cholesky, LU, QR, and SVD solvers
Trigonometric and other transcendental functions
Gamma and factorial functions
Density and distribution functions
Polynomial evaluation, arithmetic, and calculus
Hilbert, Toeplitz, and Vandermonde matrices
Duplication, commutation, and elimination matrices
Random-number generation
Fast Fourier analysis
Cubic splines
Means, sums, minimums and maximums of matrices
Numerical first and second derivatives
Explore all of Mata’s functions.
Stata interface
Convert Stata datasets to matrices and vice versa
Virtual matrix views onto dataset
Access and set estimation-class and other macros
Manipulate dataset value labels
Compiled language
C/C++-like syntax
Classes
Structures
Pointers
Numeric and string types
Matrices as an intrinsic type, including row and column vectors and full matrices
Object-oriented programming
Inheritance
Virtual functions
Encapsulation of data structures and programs
Decompositions
Eigenvalues and eigenvectors
Cholesky
LU and LUD
QR
Schur
Hessenberg
Singular value
Permutation matrices
Data accumulation
Cross products
Cross products of deviations from means
Weighted and GLS-type cross products
Support for quad-precision cross products
Nonlinear system solver
Fixed-point and root-finding problems
Gauss–Seidel, Broyden–Powell, and Newton–Raphson methods
Creation of Word, Excel, and PDF files
Programmatic access to create Word documents
Low-level cell-by-cell access to write results to and read data from Excel, including graphs, formulas, date formats, currency formats, bold, italics, and more.
Programmatic access to create PDF files
Other features
String scalars and matrices, including Unicode support
File I/O, including buffered I/O
C-like syntax
Fast execution